Anic Equity¶

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Total return since start: 0.617 %¶

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Equity now: -----------------------------> 49395.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45333.79 Kr¶

PnL: ---------------------------------------> 277.79 Kr¶

DD now: ---------------------------------> -7.012 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:41:13.915751'

Anic Portfolio¶

Today¶

Return: -0.65 %¶

This Week¶

Return: 0.187 %¶

Total portfolio value¶

Return including deposits: 61.708 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.040000 1666.980000 197.980000 13.480000 1468.999998
Orrön Energy 180 0.900000 2222.100000 179.100000 8.770000 2043.000000
Sedana Medical 93 -2.100000 2605.860000 84.860000 3.370000 2521.000011
Atrium Ljungberg B 5 -0.100000 994.000000 59.000000 6.310000 935.000000
Platzer Fastigheter Holding B 12 -0.710000 1012.800000 51.800000 5.390000 960.999996
JM 6 0.070000 903.000000 39.000000 4.510000 864.000000
Catena 2 -0.950000 830.800000 38.800000 4.900000 792.000000
Sagax B 4 -0.530000 892.400000 38.400000 4.500000 854.000000
Hexatronic Group 12 -0.260000 999.120000 32.120000 3.320000 966.999996
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
Sagax A 4 -1.790000 880.000000 26.000000 3.040000 854.000000
Bilia A 8 -0.350000 912.800000 12.800000 1.420000 900.000000
Gränges 9 -0.190000 940.500000 12.500000 1.350000 927.999999
HEXPOL B 9 0.530000 1033.200000 12.200000 1.190000 1020.999996
Biotage 7 -0.730000 950.600000 9.600000 1.020000 940.999997
Byggmax Group 33 -0.950000 964.260000 8.260000 0.860000 956.000001
BioGaia B 8 -1.600000 935.200000 5.200000 0.560000 930.000000
VEF 909 -2.860000 1854.360000 4.360000 0.240000 1850.000436
AcadeMedia 8 -0.300000 405.200000 3.200000 0.800000 402.000000
Clas Ohlson B 12 -0.850000 975.600000 2.600000 0.270000 972.999996
ASSA ABLOY B 3 -0.040000 779.400000 0.400000 0.050000 779.000001
OX2 13 -0.480000 950.300000 0.300000 0.030000 949.999999
EQT 4 -1.290000 825.600000 -6.400000 -0.770000 832.000000
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 0.000000 918.250000 -21.750000 -2.310000 940.000000
Addnode Group B 11 -1.040000 892.650000 -28.350000 -3.080000 921.000003
Indutrade 5 -0.420000 1185.000000 -33.000000 -2.710000 1218.000000
Latour B 4 -0.540000 811.600000 -45.400000 -5.300000 857.000000
Vitec Software Group B 2 -2.270000 1035.000000 -52.000000 -4.780000 1087.000000
Bufab 3 -0.740000 1042.800000 -66.200000 -5.970000 1109.000001
Hexagon B 26 -1.480000 3382.600000 -78.400000 -2.270000 3461.000010
INVISIO 16 -0.440000 3600.000000 -89.000000 -2.410000 3689.000000
BHG Group 97 -1.120000 1365.760000 -93.240000 -6.390000 1458.999989
TOTAL 45333.640000 277.640000 -7.0127% 45056.000411

Updated:¶

'2023-07-05 09:40:55.257245'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶